Anic Equity¶

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Total return since start: 0.626 %¶

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Equity now: -----------------------------> 49669.28 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43629.11 Kr¶

PnL: ---------------------------------------> -1246.47 Kr¶

DD now: ---------------------------------> -6.497 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 12:37:02.817668'

Anic Portfolio¶

Today¶

Return: 0.186 %¶

This Week¶

Return: -2.132 %¶

Total portfolio value¶

Return including deposits: 62.604 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.250000 1518.370000 95.370000 6.700000 1423.000014
Hennes & Mauritz B 6 -0.960000 916.200000 4.200000 0.460000 912.000000
Profoto Holding 7 0.000000 585.200000 3.200000 0.550000 581.999999
Nederman Holding 1 -4.270000 202.000000 3.000000 1.510000 199.000000
JM 7 0.600000 945.700000 -4.300000 -0.450000 950.000002
Atrium Ljungberg B 5 0.390000 897.500000 -6.500000 -0.720000 904.000000
ASSA ABLOY B 4 -0.400000 984.800000 -8.200000 -0.830000 993.000000
INVISIO 15 0.210000 3562.500000 -9.500000 -0.270000 3571.999995
Biotage 1 -2.250000 138.800000 -10.200000 -6.850000 149.000000
Vitrolife 3 1.000000 663.600000 -13.400000 -1.980000 677.000001
AcadeMedia 20 -0.580000 964.400000 -13.600000 -1.390000 978.000000
Gränges 10 0.690000 1025.000000 -14.000000 -1.350000 1039.000000
OX2 12 -1.320000 894.600000 -14.400000 -1.580000 909.000000
Eastnine 6 -2.190000 642.000000 -15.000000 -2.280000 657.000000
BioGaia B 8 1.000000 888.800000 -15.200000 -1.680000 904.000000
Bufab 3 0.060000 1060.200000 -15.800000 -1.470000 1076.000001
Vitec Software Group B 2 -1.810000 1085.000000 -19.000000 -1.720000 1104.000000
Latour B 4 -1.420000 836.000000 -20.000000 -2.340000 856.000000
Creaspac SPAC 40 0.000000 3812.000000 -22.000000 -0.570000 3834.000000
Investor B 3 -0.330000 635.550000 -22.450000 -3.410000 657.999999
SKF B 5 0.660000 954.750000 -25.250000 -2.580000 980.000000
Sandvik 4 0.340000 821.200000 -26.800000 -3.160000 848.000000
Addnode Group B 7 -1.180000 877.100000 -27.900000 -3.080000 904.999998
Alimak Group 12 0.370000 975.600000 -31.400000 -3.120000 1007.000004
Sagax B 4 -1.890000 851.600000 -33.400000 -3.770000 885.000000
Hoist Finance 36 0.560000 977.400000 -33.600000 -3.320000 1010.999988
Sagax A 4 -2.290000 852.000000 -34.000000 -3.840000 886.000000
Hexatronic Group 15 -1.290000 1031.100000 -39.900000 -3.730000 1071.000000
Byggmax Group 33 -0.990000 926.640000 -40.360000 -4.170000 966.999990
EQT 4 -2.120000 831.200000 -41.800000 -4.790000 873.000000
Orrön Energy 170 -2.610000 2000.900000 -45.100000 -2.200000 2045.999980
Catena 2 -0.260000 754.400000 -51.600000 -6.400000 806.000000
Platzer Fastigheter Holding B 12 -1.060000 898.800000 -52.200000 -5.490000 951.000000
HEXPOL B 8 -5.100000 893.600000 -63.400000 -6.620000 957.000000
Hexagon B 26 -0.880000 3354.000000 -66.000000 -1.930000 3420.000012
VEF 788 -0.780000 1798.220000 -104.780000 -5.510000 1903.000300
Sedana Medical 93 0.290000 2572.380000 -411.200000 -13.780000 2983.577733
TOTAL 43629.110000 -1246.470000 -6.4967% 44875.578016

Updated:¶

'2023-06-21 12:37:20.589172'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶